formulabasedindexbuilder.hpp File Reference

formula based index builder More...

#include <qle/indexes/formulabasedindex.hpp>
#include <ored/configuration/conventions.hpp>
#include <ored/marketdata/market.hpp>

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Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
QuantLib::ext::shared_ptr< QuantExt::FormulaBasedIndex >	makeFormulaBasedIndex (const std::string &formula, const QuantLib::ext::shared_ptr< ore::data::Market > market, const std::string &configuration, std::map< std::string, QuantLib::ext::shared_ptr< QuantLib::InterestRateIndex > > &indexMaps, const Calendar &fixingCalendar)

Detailed Description

formula based index builder

Definition in file formulabasedindexbuilder.hpp.